Invesco Floating Rate Municipal Income ETF (PVI)

24.85 +0.07 (+0.26%) USD  |  NYSEARCA  |  Dec 20, 16:00
24.85 0.00 (0.00%) After-Hours: 20:00
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PVI Historical Sortino (10Y)

Historical Sortino (10Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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VanEck Short Muni ETF Upgrade
PIMCO Short Term Municipal Bond Active Exch Tr Fd Upgrade
First Trust Short Duration Managed Municipal ETF --
AB Tax-Aware Short Duration Municipal ETF --
Capital Group Short Duration Municipal Income ETF --

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade